And there could be dust in the purge valve. It sucks when you inhale and don't know where it comes from. Make sure to unscrew the purge valve and remove the bearing while cleaning and getting the inside of the valve housing, the ball bearing, and the valve itself. You'll know what i'm talking about when you get your hookah.
H-S gives a helpful sheet of paper with every hookah ordered that explains how to set it up and has a labeled diagram of all the parts.